[--[65.84.65.76]--]

BANKNIFTY

Nifty Bank
59839.65 -689.35 (-1.14%)
L: 59148 H: 60177.5

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Historical option data for BANKNIFTY

02 Mar 2026 04:12 PM IST
BANKNIFTY 30-MAR-2026 56900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 59839.65 2866.1 -490.25 - 0 0 0
27 Feb 60529.00 2866.1 -490.25 - 0 0 1
26 Feb 61187.70 2866.1 -490.25 - 0 0 1
25 Feb 61043.35 2866.1 -490.25 - 0 0 1
24 Feb 61047.30 2866.1 -490.25 - 0 0 1
23 Feb 61264.25 2866.1 -490.25 - 0 0 1
20 Feb 61172.00 2866.1 -490.25 - 0 0 1
19 Feb 60739.55 2866.1 -490.25 - 0 0 1
18 Feb 61550.80 2866.1 -490.25 - 0 0 1
17 Feb 61174.00 2866.1 -490.25 - 0 0 1
16 Feb 60949.10 2866.1 -490.25 - 0 0 1
13 Feb 60186.65 2866.1 -490.25 - 0 0 1
12 Feb 60739.75 2866.1 -490.25 - 0 0 1
11 Feb 60745.35 2866.1 -490.25 - 0 0 1
10 Feb 60626.40 2866.1 -490.25 - 0 0 1
9 Feb 60669.35 2866.1 -490.25 - 0 0 1
6 Feb 60120.55 2866.1 -490.25 - 0 0 1
5 Feb 60063.65 2866.1 -490.25 - 0 0 1
4 Feb 60238.15 2866.1 -490.25 - 0 0 1
3 Feb 60041.30 2866.1 -490.25 - 0 0 1
2 Feb 58619.00 2866.1 -490.25 - 0 0 1
1 Feb 58417.20 2866.1 -490.25 15.61 2 0 1
30 Jan 59610.45 3356.35 604.3 - 0 1 1
29 Jan 59957.85 3356.35 604.3 - 0 0 0
28 Jan 59598.80 3356.35 604.3 - 0 0 1
27 Jan 59205.45 3356.35 604.3 6.41 1 1 1
23 Jan 58473.10 2749.4 -1019.5 9.2 2 0 0
22 Jan 59200.10 3768.9 0 - 0 0 0
21 Jan 58800.30 3768.9 0 - 0 0 0
20 Jan 59404.20 3768.9 0 - 0 0 0
19 Jan 59891.35 3768.9 0 - 0 0 0
16 Jan 60095.15 3768.9 0 - 0 0 0
14 Jan 59580.15 3768.9 0 - 0 0 0
13 Jan 59578.80 3768.9 0 - 0 0 0
12 Jan 59450.50 3768.9 0 - 0 0 0
9 Jan 59251.55 3768.9 0 - 0 0 0
8 Jan 59686.50 3768.9 0 - 0 0 0
7 Jan 59990.85 3768.9 0 - 0 0 0
6 Jan 60118.40 3768.9 0 - 0 0 0
5 Jan 60044.20 3768.9 0 - 0 0 0
2 Jan 60150.95 3768.9 0 - 0 0 0
1 Jan 59711.55 3768.9 0 - 0 0 0
31 Dec 59581.85 3768.9 0 - 0 0 0


For Nifty Bank - strike price 56900 expiring on 30MAR2026

Delta for 56900 CE is -

Historical price for 56900 CE is as follows

On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 2866.1, which was -490.25 lower than the previous day. The implied volatity was 15.61, the open interest changed by 0 which decreased total open position to 1


On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 3356.35, which was 604.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 3356.35, which was 604.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 3356.35, which was 604.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 3356.35, which was 604.3 higher than the previous day. The implied volatity was 6.41, the open interest changed by 1 which increased total open position to 1


On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 2749.4, which was -1019.5 lower than the previous day. The implied volatity was 9.2, the open interest changed by 0 which decreased total open position to 0


On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 3768.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BANKNIFTY 30MAR2026 56900 PE
Delta: -0.12
Vega: 32.53
Theta: -8.54
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 59839.65 175 93.95 18.09 2,668 45 269
27 Feb 60529.00 82.65 18.65 16.08 731 49 224
26 Feb 61187.70 66.35 -7.1 16.82 390 21 175
25 Feb 61043.35 75 -3.3 16.8 709 -30 154
24 Feb 61047.30 81.05 -1.7 17.07 260 72 184
23 Feb 61264.25 84 -12.6 17.46 96 3 112
20 Feb 61172.00 98.6 9.9 17.18 80 28 109
19 Feb 60739.55 88.1 -17.95 - 0 0 81
18 Feb 61550.80 88.1 -17.95 17.34 47 10 81
17 Feb 61174.00 106.05 -6.8 16.95 20 6 71
16 Feb 60949.10 114 -44.85 16.7 70 35 65
13 Feb 60186.65 161.75 54.75 15.57 67 -1 30
12 Feb 60739.75 107 4.45 15.19 7 -3 31
11 Feb 60745.35 102.55 -8.45 14.99 17 7 34
10 Feb 60626.40 111 -6.55 14.75 10 5 27
9 Feb 60669.35 117.55 -50.45 15.08 16 -2 22
6 Feb 60120.55 168 -26.95 14.8 23 0 24
5 Feb 60063.65 194.95 -38.3 - 0 0 24
4 Feb 60238.15 194.95 -38.3 15.33 26 -14 24
3 Feb 60041.30 233.25 -172.85 15.68 47 -22 38
2 Feb 58619.00 406.1 115.1 - 0 -6 60
1 Feb 58417.20 406.1 115.1 13.59 28 12 66
30 Jan 59610.45 291 41.4 15.32 3 -1 54
29 Jan 59957.85 249.6 -85.4 15.45 26 0 55
28 Jan 59598.80 335 18.3 15.85 49 37 55
27 Jan 59205.45 323.8 -129.15 15.05 13 10 18
23 Jan 58473.10 455 67.2 14.31 11 -2 8
22 Jan 59200.10 387.8 -267.3 - 0 0 10
21 Jan 58800.30 387.8 -267.3 13.98 12 10 10
20 Jan 59404.20 655.1 0 3.14 0 0 0
19 Jan 59891.35 655.1 0 3.51 0 0 0
16 Jan 60095.15 655.1 0 3.69 0 0 0
14 Jan 59580.15 655.1 0 3.25 0 0 0
13 Jan 59578.80 655.1 0 3.22 0 0 0
12 Jan 59450.50 655.1 0 3.12 0 0 0
9 Jan 59251.55 655.1 0 2.98 0 0 0
8 Jan 59686.50 655.1 0 3.29 0 0 0
7 Jan 59990.85 655.1 0 3.51 0 0 0
6 Jan 60118.40 655.1 0 3.59 0 0 0
5 Jan 60044.20 655.1 0 3.55 0 0 0
2 Jan 60150.95 655.1 0 3.62 0 0 0
1 Jan 59711.55 0 0 - 0 0 0
31 Dec 59581.85 0 0 - 0 0 0


For Nifty Bank - strike price 56900 expiring on 30MAR2026

Delta for 56900 PE is -0.12

Historical price for 56900 PE is as follows

On 2 Mar BANKNIFTY was trading at 59839.65. The strike last trading price was 175, which was 93.95 higher than the previous day. The implied volatity was 18.09, the open interest changed by 45 which increased total open position to 269


On 27 Feb BANKNIFTY was trading at 60529.00. The strike last trading price was 82.65, which was 18.65 higher than the previous day. The implied volatity was 16.08, the open interest changed by 49 which increased total open position to 224


On 26 Feb BANKNIFTY was trading at 61187.70. The strike last trading price was 66.35, which was -7.1 lower than the previous day. The implied volatity was 16.82, the open interest changed by 21 which increased total open position to 175


On 25 Feb BANKNIFTY was trading at 61043.35. The strike last trading price was 75, which was -3.3 lower than the previous day. The implied volatity was 16.8, the open interest changed by -30 which decreased total open position to 154


On 24 Feb BANKNIFTY was trading at 61047.30. The strike last trading price was 81.05, which was -1.7 lower than the previous day. The implied volatity was 17.07, the open interest changed by 72 which increased total open position to 184


On 23 Feb BANKNIFTY was trading at 61264.25. The strike last trading price was 84, which was -12.6 lower than the previous day. The implied volatity was 17.46, the open interest changed by 3 which increased total open position to 112


On 20 Feb BANKNIFTY was trading at 61172.00. The strike last trading price was 98.6, which was 9.9 higher than the previous day. The implied volatity was 17.18, the open interest changed by 28 which increased total open position to 109


On 19 Feb BANKNIFTY was trading at 60739.55. The strike last trading price was 88.1, which was -17.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81


On 18 Feb BANKNIFTY was trading at 61550.80. The strike last trading price was 88.1, which was -17.95 lower than the previous day. The implied volatity was 17.34, the open interest changed by 10 which increased total open position to 81


On 17 Feb BANKNIFTY was trading at 61174.00. The strike last trading price was 106.05, which was -6.8 lower than the previous day. The implied volatity was 16.95, the open interest changed by 6 which increased total open position to 71


On 16 Feb BANKNIFTY was trading at 60949.10. The strike last trading price was 114, which was -44.85 lower than the previous day. The implied volatity was 16.7, the open interest changed by 35 which increased total open position to 65


On 13 Feb BANKNIFTY was trading at 60186.65. The strike last trading price was 161.75, which was 54.75 higher than the previous day. The implied volatity was 15.57, the open interest changed by -1 which decreased total open position to 30


On 12 Feb BANKNIFTY was trading at 60739.75. The strike last trading price was 107, which was 4.45 higher than the previous day. The implied volatity was 15.19, the open interest changed by -3 which decreased total open position to 31


On 11 Feb BANKNIFTY was trading at 60745.35. The strike last trading price was 102.55, which was -8.45 lower than the previous day. The implied volatity was 14.99, the open interest changed by 7 which increased total open position to 34


On 10 Feb BANKNIFTY was trading at 60626.40. The strike last trading price was 111, which was -6.55 lower than the previous day. The implied volatity was 14.75, the open interest changed by 5 which increased total open position to 27


On 9 Feb BANKNIFTY was trading at 60669.35. The strike last trading price was 117.55, which was -50.45 lower than the previous day. The implied volatity was 15.08, the open interest changed by -2 which decreased total open position to 22


On 6 Feb BANKNIFTY was trading at 60120.55. The strike last trading price was 168, which was -26.95 lower than the previous day. The implied volatity was 14.8, the open interest changed by 0 which decreased total open position to 24


On 5 Feb BANKNIFTY was trading at 60063.65. The strike last trading price was 194.95, which was -38.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 4 Feb BANKNIFTY was trading at 60238.15. The strike last trading price was 194.95, which was -38.3 lower than the previous day. The implied volatity was 15.33, the open interest changed by -14 which decreased total open position to 24


On 3 Feb BANKNIFTY was trading at 60041.30. The strike last trading price was 233.25, which was -172.85 lower than the previous day. The implied volatity was 15.68, the open interest changed by -22 which decreased total open position to 38


On 2 Feb BANKNIFTY was trading at 58619.00. The strike last trading price was 406.1, which was 115.1 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 60


On 1 Feb BANKNIFTY was trading at 58417.20. The strike last trading price was 406.1, which was 115.1 higher than the previous day. The implied volatity was 13.59, the open interest changed by 12 which increased total open position to 66


On 30 Jan BANKNIFTY was trading at 59610.45. The strike last trading price was 291, which was 41.4 higher than the previous day. The implied volatity was 15.32, the open interest changed by -1 which decreased total open position to 54


On 29 Jan BANKNIFTY was trading at 59957.85. The strike last trading price was 249.6, which was -85.4 lower than the previous day. The implied volatity was 15.45, the open interest changed by 0 which decreased total open position to 55


On 28 Jan BANKNIFTY was trading at 59598.80. The strike last trading price was 335, which was 18.3 higher than the previous day. The implied volatity was 15.85, the open interest changed by 37 which increased total open position to 55


On 27 Jan BANKNIFTY was trading at 59205.45. The strike last trading price was 323.8, which was -129.15 lower than the previous day. The implied volatity was 15.05, the open interest changed by 10 which increased total open position to 18


On 23 Jan BANKNIFTY was trading at 58473.10. The strike last trading price was 455, which was 67.2 higher than the previous day. The implied volatity was 14.31, the open interest changed by -2 which decreased total open position to 8


On 22 Jan BANKNIFTY was trading at 59200.10. The strike last trading price was 387.8, which was -267.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 21 Jan BANKNIFTY was trading at 58800.30. The strike last trading price was 387.8, which was -267.3 lower than the previous day. The implied volatity was 13.98, the open interest changed by 10 which increased total open position to 10


On 20 Jan BANKNIFTY was trading at 59404.20. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BANKNIFTY was trading at 59891.35. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BANKNIFTY was trading at 60095.15. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BANKNIFTY was trading at 59580.15. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BANKNIFTY was trading at 59578.80. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BANKNIFTY was trading at 59450.50. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BANKNIFTY was trading at 59251.55. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BANKNIFTY was trading at 59686.50. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 7 Jan BANKNIFTY was trading at 59990.85. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BANKNIFTY was trading at 60118.40. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0


On 5 Jan BANKNIFTY was trading at 60044.20. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BANKNIFTY was trading at 60150.95. The strike last trading price was 655.1, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0


On 1 Jan BANKNIFTY was trading at 59711.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec BANKNIFTY was trading at 59581.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0